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  • Search: subject:"Collective investment problems"
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Year of publication
Subject
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Collective investment problems 2 Sharing rules 2 Stochastic volatility 2 Altersgrenze 1 Altersvorsorge 1 Antine 1 Financial investment 1 Guarantee design 1 Kapitalanlage 1 Mortality 1 Optimal retirement products 1 Option pricing 1 Portfolio insurance 1 Portfolio management 1 Portfolio selection 1 Portfolio-Management 1 Private Altersvorsorge 1 Private retirement provision 1 Retirement 1 Retirement provision 1 Sterblichkeit 1 Subjective mortality beliefs 1 Theorie 1 Theory 1 Tonuity 1 portfolio insurance 1
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Online availability
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Free 2
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article 1 Aufsatzsammlung 1 Graue Literatur 1 Hochschulschrift 1 Non-commercial literature 1
Language
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English 2
Author
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Chen, An 1 Nguyen, Thai 1 Rach, Manuel 1 Rach, Manuel Matthias 1
Institution
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Universität Ulm 1
Published in...
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Annals of Operations Research 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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A collective investment problem in a stochastic volatility environment: The impact of sharing rules
Chen, An; Nguyen, Thai; Rach, Manuel - In: Annals of Operations Research 302 (2021) 1, pp. 85-109
It is typical in collectively administered pension funds that employees delegate fund managers to invest their contributions. In addition, many pension funds still need to sustain guarantees (prescribed by law) in spite of the current low interest environment. In this paper, we consider an...
Persistent link: https://www.econbiz.de/10014501790
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Optimal design of private and occupational retirement plans : cumulative doctoral thesis
Rach, Manuel Matthias - 2020
Persistent link: https://www.econbiz.de/10012384004
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